Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48096.19 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46701.31 Kr¶

PnL: ---------------------------------------> -187.26 Kr¶

DD now: ---------------------------------> -1.097 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 16:53:04.029348'

Anic Portfolio¶

Today¶

Return: 1.184 %¶

This Week¶

Return: 1.184 %¶

Total¶

Return: 57.455 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.760000 2898.000000 262.000000 9.940000 2636.000010
Beijer Electronics Group 26 1.660000 3187.600000 216.600000 7.290000 2971.000006
Corem Property Group B 59 6.970000 687.940000 110.940000 19.230000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.530000 457.000000 102.000000 28.730000 355.000000
HMS Networks 2 1.010000 719.200000 46.200000 6.860000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.470000 1695.000000 41.000000 2.480000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 4.350000 270.480000 24.480000 9.950000 246.000000
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
Midsona B 63 2.230000 605.430000 22.430000 3.850000 582.999984
OEM International B 7 2.090000 548.100000 20.100000 3.810000 527.999997
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
Intrum 4 2.180000 544.000000 17.000000 3.230000 527.000000
Coor Service Management Hold. 8 0.370000 548.000000 16.000000 3.010000 532.000000
Karnov Group 9 -0.160000 550.800000 14.800000 2.760000 536.000004
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
CTEK 13 5.420000 546.000000 12.000000 2.250000 533.999999
Norva24 Group 16 0.170000 554.240000 11.240000 2.070000 543.000000
Resurs Holding 22 0.040000 585.200000 11.200000 1.950000 573.999998
AcadeMedia 12 0.640000 564.960000 7.960000 1.430000 557.000004
Essity B 2 0.800000 581.000000 7.000000 1.220000 574.000000
Handelsbanken A 5 0.600000 549.000000 3.000000 0.550000 546.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 0.530000 564.000000 0.000000 0.000000 564.000000
Securitas B 6 0.900000 568.740000 -1.260000 -0.220000 570.000000
SAAB B 8 1.630000 3336.000000 -41.000000 -1.210000 3377.000000
International Petroleum Corp. 5 3.360000 538.000000 -56.570000 -9.510000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 2.260000 545.560000 -67.440000 -11.000000 612.999432
OX2 18 -2.050000 1503.000000 -161.000000 -9.680000 1663.999992
Axfood 13 0.800000 3584.100000 -171.900000 -4.580000 3756.000001
Fasadgruppen Group 35 0.000000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 0.350000 3005.600000 -356.400000 -10.600000 3361.999992
TOTAL 46701.310000 -187.260000 -1.09747% 46888.564618

Updated:¶

'2023-01-16 16:53:16.502826'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶